+266.4%
STT vs VFC
-69.4%
+335.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | +1.0% | -2.3% | +3.3% | +1.7% |
| 30D | +2.8% | -13.4% | +16.1% | +7.6% |
| 3M | +18.1% | -23.7% | +41.8% | +27.3% |
| 6M | +59.2% | -24.5% | +83.7% | +70.9% |
| YTD | +51.5% | -27.8% | +79.3% | +64.5% |
| 1Y | +75.7% | -13.5% | +89.1% | +76.6% |
| 3Y | +200.8% | -27.1% | +227.9% | +170.5% |
| 5Y | +155.8% | -79.0% | +234.8% | +331.3% |
| 10Y | +266.4% | -68.7% | +335.1% | +440.0% |
| All | +266.4% | -69.4% | +335.7% | +440.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling